-97.2%
TSLQ vs TMF
-72.2%
-25.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -8.0% |
| 7D | -8.6% | +1.0% | -9.6% | -8.4% |
| 30D | -24.9% | -1.8% | -23.0% | -25.0% |
| 3M | -1.5% | -8.2% | +6.7% | -2.4% |
| 6M | -18.1% | -19.5% | +1.4% | -19.9% |
| YTD | -0.1% | -16.0% | +15.8% | -1.7% |
| 1Y | -51.4% | -22.5% | -28.9% | -52.6% |
| 3Y | -95.9% | -42.3% | -53.7% | -96.0% |
| All | -97.2% | -72.2% | -25.0% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling